The Giants of Kandahar
Ryan's number one. A whispered-about military legend: soldiers in Afghanistan allegedly encountering towering, impossibly strong humanoids in the mountains near Kandahar, with stories of firefights that ended badly for the humans involved. Officially, nothing happened. Officially, nothing ever happens.
Ryan's take: the silence around it is the evidence. "Why would they even bother denying something that's obviously fake?" he asks, tapping the table for emphasis, every single time.